+1,309.4%
QLD vs SNAP
-77.2%
+1,386.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.4% | +1.4% |
| 7D | +0.6% | +0.7% | -0.2% | +0.3% |
| 30D | -0.1% | +2.6% | -2.8% | -1.3% |
| 3M | -8.4% | -9.9% | +1.5% | -6.7% |
| 6M | +32.2% | +1.9% | +30.3% | +29.0% |
| YTD | +28.9% | -32.2% | +61.1% | +39.7% |
| 1Y | +43.8% | -22.8% | +66.7% | +49.4% |
| 3Y | +176.6% | -47.6% | +224.2% | +191.6% |
| 5Y | +121.6% | -92.7% | +214.3% | +230.4% |
| All | +1,309.4% | -77.2% | +1,386.6% | +1,148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling